COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 217,321 COMMITMENTS 62,100 8,078 35,818 98,218 165,701 196,136 209,597 21,185 7,724 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -51,732) -1,340 1,274 -23,615 -23,076 -27,884 -48,031 -50,224 -3,701 -1,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 3.7 16.5 45.2 76.2 90.3 96.4 9.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 127 32 51 58 62 209 125 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,999 COMMITMENTS 14,018 1,497 8,395 13,679 28,707 36,092 38,599 3,907 1,400 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 476) 379 81 667 -45 -407 1,001 341 -525 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 3.7 21.0 34.2 71.8 90.2 96.5 9.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 56 16 22 26 19 93 46 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,755 COMMITMENTS 42,375 11,812 19,220 56,983 93,522 118,578 124,554 11,177 5,201 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -9,108) -4,577 -1,726 -2,431 651 -2,858 -6,356 -7,014 -2,752 -2,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 9.1 14.8 43.9 72.1 91.4 96.0 8.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 55 29 40 42 43 121 93 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,160,204 COMMITMENTS 151,705 20,008 350,157 579,072 744,545 1080933 1114710 79,271 45,494 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 700) -438 4,271 -3,921 3,309 1,742 -1,050 2,092 1,750 -1,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 1.7 30.2 49.9 64.2 93.2 96.1 6.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 91 38 88 85 87 212 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,595 COMMITMENTS 31,412 6,519 25,492 68,604 95,768 125,508 127,779 9,087 6,816 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: -29,316) -13,350 -937 -13,657 -972 -13,608 -27,979 -28,202 -1,337 -1,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 4.8 18.9 51.0 71.2 93.2 94.9 6.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 127 56 87 106 105 275 212 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,497 COMMITMENTS 21,500 23,076 2,623 15,473 12,462 39,597 38,162 3,900 5,336 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 4,991) 5,039 541 83 339 3,655 5,461 4,279 -471 712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.4 53.1 6.0 35.6 28.6 91.0 87.7 9.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 32 50 10 12 15 49 70 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 399,704 COMMITMENTS 32,696 110,058 3,196 342,171 271,127 378,063 384,380 21,640 15,323 CHANGES FROM 11/09/09 (CHANGE IN OPEN INTEREST: 14,073) 6,298 3,100 -554 3,350 10,849 9,094 13,394 4,980 679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 27.5 0.8 85.6 67.8 94.6 96.2 5.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 23 54 17 97 109 133 167
Updated November 20, 2009